Usage: |
{xs, mh} = looreg (x, y, h)
|
Input: |
| x | n x p matrix, observations of explanatory variables
|
| y | n x 1 matrix, observations of the dependent variable
|
| h | n x p matrix. or 1 x p vector,
or n x 1 vector, or scalar depending on whether
one wants to use global or local bandwidth and if
one uses the same bandwidth in all directions or
one for each direction.
|
Output: |
| xy | n x (p+1) matrix, the sorted data, the first p columns
contain the sorted observations of the explanatory
while the last column contains the sorted observations
of the dependent variable |
| mh | n x 1 matrix, the sorted leave-one-out regression estimates |